Course Archives Statistical Quality Control & Operations Research Unit
Course: Nonlinear programming & Dynamic programming
Level: Postgraduate
Time: Currently not offered
Past Exams

Syllabus: Non-Linear Programming: Introduction and illustrative examples; convex sets and functions and their generalizations; unconstrained optimization problem and the optimality conditions; the constrained nonlinear optimization problem; Karush Kuhn Tucker optimality conditions; necessary and sufficient conditions for optimality; brief introduction to the linear complementarity problem, quadratic, separable, fractional and geometric programming problems.
Modeling industrial applications & use of software: Introduction to LINGO & MATLAB; Modeling and solving practical problems of small and large scale. Applications to supply chain management.
Case Studies: Presentation of some selected case studies from the following areas: Production systems, Energy systems, Airline Optimization, Financial Engineering, ECommerce, Water resources and Military applications.

Reference Texts:
1. Operations Research and Management Science, Hand Book: Edited By A. Ravi Ravindran, CRC Press, Taylor & Francis Group (web site:
2. Nonlinear Programming Theory and Algorithms: By Mokhtar S. Basaraa, Hanif D. Sherali and C. M. Shetty, second edition, John Wiley & Sons Inc., New Delhi.
3. Network Programming: By Katta Murty, Pretice Hall.
4. Handbook of Applied Optimization: edited By Panos M. Pardalos and Mauricio G. C. Resende, Oxford University Press (
5. The Linear Complementarity Problem: By Cottle, Pang and Stone, Academic Press.

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Past Exams
16.pdf 17.pdf
16.pdf 17.pdf
Supplementary and Back Paper

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[Indian Statistical Institute]